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BURL vs. DECK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BURL and DECK is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

BURL vs. DECK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burlington Stores, Inc. (BURL) and Deckers Outdoor Corporation (DECK). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%SeptemberOctoberNovemberDecember2025February
939.70%
1,397.46%
BURL
DECK

Key characteristics

Sharpe Ratio

BURL:

0.98

DECK:

0.53

Sortino Ratio

BURL:

1.74

DECK:

0.96

Omega Ratio

BURL:

1.20

DECK:

1.15

Calmar Ratio

BURL:

0.68

DECK:

0.91

Martin Ratio

BURL:

4.01

DECK:

2.02

Ulcer Index

BURL:

8.48%

DECK:

11.04%

Daily Std Dev

BURL:

34.81%

DECK:

41.80%

Max Drawdown

BURL:

-68.87%

DECK:

-94.36%

Current Drawdown

BURL:

-26.26%

DECK:

-24.59%

Fundamentals

Market Cap

BURL:

$17.10B

DECK:

$26.13B

EPS

BURL:

$7.02

DECK:

$6.02

PE Ratio

BURL:

37.04

DECK:

27.95

PEG Ratio

BURL:

2.99

DECK:

1.92

Total Revenue (TTM)

BURL:

$7.36B

DECK:

$4.20B

Gross Profit (TTM)

BURL:

$3.12B

DECK:

$2.83B

EBITDA (TTM)

BURL:

$634.76M

DECK:

$1.24B

Returns By Period

In the year-to-date period, BURL achieves a -8.78% return, which is significantly higher than DECK's -17.16% return. Over the past 10 years, BURL has underperformed DECK with an annualized return of 17.48%, while DECK has yielded a comparatively higher 29.85% annualized return.


BURL

YTD

-8.78%

1M

-9.06%

6M

3.27%

1Y

30.05%

5Y*

2.51%

10Y*

17.48%

DECK

YTD

-17.16%

1M

-18.93%

6M

13.39%

1Y

21.27%

5Y*

39.57%

10Y*

29.85%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BURL vs. DECK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BURL
The Risk-Adjusted Performance Rank of BURL is 7474
Overall Rank
The Sharpe Ratio Rank of BURL is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of BURL is 7474
Sortino Ratio Rank
The Omega Ratio Rank of BURL is 7070
Omega Ratio Rank
The Calmar Ratio Rank of BURL is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BURL is 7676
Martin Ratio Rank

DECK
The Risk-Adjusted Performance Rank of DECK is 6565
Overall Rank
The Sharpe Ratio Rank of DECK is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DECK is 5757
Sortino Ratio Rank
The Omega Ratio Rank of DECK is 6161
Omega Ratio Rank
The Calmar Ratio Rank of DECK is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DECK is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BURL vs. DECK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Burlington Stores, Inc. (BURL) and Deckers Outdoor Corporation (DECK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for BURL, currently valued at 0.98, compared to the broader market-2.000.002.004.000.980.53
The chart of Sortino ratio for BURL, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.740.96
The chart of Omega ratio for BURL, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.15
The chart of Calmar ratio for BURL, currently valued at 0.68, compared to the broader market0.002.004.006.000.680.91
The chart of Martin ratio for BURL, currently valued at 4.00, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.004.012.02
BURL
DECK

The current BURL Sharpe Ratio is 0.98, which is higher than the DECK Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of BURL and DECK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.98
0.53
BURL
DECK

Dividends

BURL vs. DECK - Dividend Comparison

Neither BURL nor DECK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BURL vs. DECK - Drawdown Comparison

The maximum BURL drawdown since its inception was -68.87%, smaller than the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for BURL and DECK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.26%
-24.59%
BURL
DECK

Volatility

BURL vs. DECK - Volatility Comparison

The current volatility for Burlington Stores, Inc. (BURL) is 7.67%, while Deckers Outdoor Corporation (DECK) has a volatility of 24.36%. This indicates that BURL experiences smaller price fluctuations and is considered to be less risky than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
7.67%
24.36%
BURL
DECK

Financials

BURL vs. DECK - Financials Comparison

This section allows you to compare key financial metrics between Burlington Stores, Inc. and Deckers Outdoor Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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